Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
6,656.0 |
6,624.0 |
-32.0 |
-0.5% |
6,690.0 |
High |
6,684.0 |
6,624.0 |
-60.0 |
-0.9% |
6,705.0 |
Low |
6,618.0 |
6,588.0 |
-30.0 |
-0.5% |
6,618.0 |
Close |
6,676.5 |
6,606.5 |
-70.0 |
-1.0% |
6,676.5 |
Range |
66.0 |
36.0 |
-30.0 |
-45.5% |
87.0 |
ATR |
50.7 |
53.4 |
2.7 |
5.3% |
0.0 |
Volume |
137 |
5,571 |
5,434 |
3,966.4% |
2,340 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,714.0 |
6,696.5 |
6,626.5 |
|
R3 |
6,678.0 |
6,660.5 |
6,616.5 |
|
R2 |
6,642.0 |
6,642.0 |
6,613.0 |
|
R1 |
6,624.5 |
6,624.5 |
6,610.0 |
6,615.0 |
PP |
6,606.0 |
6,606.0 |
6,606.0 |
6,601.5 |
S1 |
6,588.5 |
6,588.5 |
6,603.0 |
6,579.0 |
S2 |
6,570.0 |
6,570.0 |
6,600.0 |
|
S3 |
6,534.0 |
6,552.5 |
6,596.5 |
|
S4 |
6,498.0 |
6,516.5 |
6,586.5 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,927.5 |
6,889.0 |
6,724.5 |
|
R3 |
6,840.5 |
6,802.0 |
6,700.5 |
|
R2 |
6,753.5 |
6,753.5 |
6,692.5 |
|
R1 |
6,715.0 |
6,715.0 |
6,684.5 |
6,691.0 |
PP |
6,666.5 |
6,666.5 |
6,666.5 |
6,654.5 |
S1 |
6,628.0 |
6,628.0 |
6,668.5 |
6,604.0 |
S2 |
6,579.5 |
6,579.5 |
6,660.5 |
|
S3 |
6,492.5 |
6,541.0 |
6,652.5 |
|
S4 |
6,405.5 |
6,454.0 |
6,628.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,705.0 |
6,588.0 |
117.0 |
1.8% |
41.5 |
0.6% |
16% |
False |
True |
1,582 |
10 |
6,715.0 |
6,587.0 |
128.0 |
1.9% |
40.5 |
0.6% |
15% |
False |
False |
802 |
20 |
6,715.0 |
6,377.5 |
337.5 |
5.1% |
38.5 |
0.6% |
68% |
False |
False |
440 |
40 |
6,715.0 |
6,010.0 |
705.0 |
10.7% |
48.5 |
0.7% |
85% |
False |
False |
308 |
60 |
6,766.0 |
6,010.0 |
756.0 |
11.4% |
36.5 |
0.6% |
79% |
False |
False |
209 |
80 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
29.5 |
0.4% |
75% |
False |
False |
164 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
24.5 |
0.4% |
75% |
False |
False |
137 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
20.5 |
0.3% |
75% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,777.0 |
2.618 |
6,718.0 |
1.618 |
6,682.0 |
1.000 |
6,660.0 |
0.618 |
6,646.0 |
HIGH |
6,624.0 |
0.618 |
6,610.0 |
0.500 |
6,606.0 |
0.382 |
6,602.0 |
LOW |
6,588.0 |
0.618 |
6,566.0 |
1.000 |
6,552.0 |
1.618 |
6,530.0 |
2.618 |
6,494.0 |
4.250 |
6,435.0 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
6,606.5 |
6,642.0 |
PP |
6,606.0 |
6,630.0 |
S1 |
6,606.0 |
6,618.5 |
|